This problem should not be too tough to sort out. The critical adjustment is the spindle lift height; it must be high enough to spin the bobbin for winding and drop low enough to allow the top thread loop to pass without catching when sewing.(this latter is very important...)
I tried a heavy thread (in T&S 756) and too small a needle (#10/70) and still it wound fine.
I'm thinking the thread cutter is not cutting the tail on your machine. When you start the bobbin wind do the first loop by hand and make sure the tail you are holding breaks free after the first rotation and you remove it.
I was able to get a bobbin nest like yours if the tail did not cut off properly.
Check the cutter and make sure it is clean and sharp; not stopped up with thread or lint.